Emanuele Bacchiocchi

Selected Publications

A note on global identification in structural vector autoregressions

In a landmark contribution to the structural vector autoregression (SVARs) literature, Rubio-Ramirez, Waggoner, and Zha (2010, […]

Emanuele Bacchiocchi, Toru Kitagawa
17 February 2021 | CWP03/21
Locally- but not globally-identified SVARs

This paper analyzes Structural Vector Autoregressions (SVARs) where identification of structural parameters holds locally but not […]

Emanuele Bacchiocchi, Toru Kitagawa
27 July 2020 | CWP40/20